一、题目

Sample path properties of a generalized fractional Brownian motion

二、主讲人

王冉

三、摘要

We study the sample path properties of a generalized fractional Brownian motion (GFBM) introduced by Guodong Pang and Murad S. Taqqu (2019). More precisely, we establish the exact uniform modulus of continuity, small ball probabilities, Chung's LIL and Strassen's local LIL for GFMBM. Our results show that the local regularity properties away from the origin and fractal properties of GFBM are determined by the index $\alpha +\frac1 2$, instead of the self-similarity index $H$. This talk is based on joint works with Prof. Yimin Xiao.

四、主讲人简介

王冉，武汉大学数学与统计学院副教授。2012年毕业于武汉大学。主要从事大偏差、运费不等式和随机偏微分方程方面的研究工作。

五、邀请人

王汉超

六、时间

9月13日（周一）15:00-16:00

七、地点

腾讯会议 ID：526 934 383

点击链接入会：https://meeting.tencent.com/dm/nW5Hdd52vyfZ?rs=25

八、主办方

山东大学数学学院